(SMLF) iShares MSCI USA Small-Cap - Ratings and Ratios
Small-Cap, Equity, Momentum, Quality, Value
Dividends
| Dividend Yield | 1.23% |
| Yield on Cost 5y | 2.24% |
| Yield CAGR 5y | 10.42% |
| Payout Consistency | 99.5% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 18.6% |
| Value at Risk 5%th | 30.5% |
| Relative Tail Risk | 0.01% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.20 |
| Alpha | -7.97 |
| CAGR/Max DD | 0.65 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.479 |
| Beta | 1.078 |
| Beta Downside | 1.086 |
| Drawdowns 3y | |
|---|---|
| Max DD | 26.28% |
| Mean DD | 5.20% |
| Median DD | 3.98% |
Description: SMLF iShares MSCI USA Small-Cap November 11, 2025
The iShares MSCI USA Small-Cap Multifactor ETF (SMLF) tracks a subset of the STOXX US Small-Cap Index, selecting securities through an optimization model that seeks to maximize exposure to four systematic factors: momentum, quality, value, and low volatility. The fund is required to hold at least 80 % of its net assets in the index constituents or securities with substantially identical economic characteristics, while up to 20 % may be allocated to futures, options, swaps, cash, or cash equivalents for tactical positioning.
As of the latest filing, SMLF carries an expense ratio of 0.30 % and manages roughly $350 million in assets, with a median market-cap of about $1.2 billion for its holdings. The top sector allocations are industrials (≈22 %), consumer discretionary (≈18 %), and health care (≈15 %), reflecting the broader small-cap exposure to cyclical U.S. economic activity. Recent factor analytics show an average quality score of 0.58 (on a 0-1 scale) and a low-volatility tilt that reduces portfolio beta by roughly 0.15 versus the underlying index, a useful hedge when interest-rate volatility spikes.
For a deeper quantitative breakdown of SMLF’s factor tilts and sector sensitivities, you might explore ValueRay’s analytics platform.
What is the price of SMLF shares?
Over the past week, the price has changed by +0.91%, over one month by +2.33%, over three months by +3.07% and over the past year by +7.59%.
Is SMLF a buy, sell or hold?
What are the forecasts/targets for the SMLF price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 86.3 | 13% |
SMLF Fundamental Data Overview December 05, 2025
Beta = 1.29
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 2.72b USD (2.72b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 2.72b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 2.72b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.99% (E(2.72b)/V(2.72b) * Re(9.99%) + (debt-free company))
Discount Rate = 9.99% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SMLF ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle